NUMERICAL ANALYTIC METHOD FOR DESCRIPTION AND ESTIMATION OF A MULTI-DIMENSIONAL OBJECT INPUT/OUTPUT PARAMATERS (PART II)
Yu. G. Bulychev1, A. G. Kondrashov2, P. Yu. Radu3, A.V. Yachmenev1
1Joint-Stock Company All-Russian Scientific Research Institute ‘Gradient’, Rostov-on-Don, Russia
2Joint-Stock Company Scientific Production Association ‘Kvant’, Velikiy Novgorod, Russia
3Joint-Stock Company Kaluga Scientific Research Radio Engineering Institute, Zhukov, Russia
Keywords: continuous linear functional (numerical characteristic), incorrect data, singular noise, basis cumulative curves, Lagrange method of multipliers, unbiasedness and invariance conditions
Abstract
Based on the previously developed numerical analytic method for the description of the input/output parameters of a multidimensional dynamic object for a given set of admissibility (Part I), a method for optimal estimation of the values of continuous linear functionals (numerical characteristics) of the measured parameters is considered in this paper based on incorrect data containing both the fluctuation error and singular noise (Part II). The method ensures the maximum possible decomposition of computational procedures; it does not require performing traditional linearization operations and selecting an initial approximation; moreover, it does not need calculating the spectral ratios in finite linear combinations (with specified basis functions) that describe the cumulative curves of the differential equation, measured parameters, and singular noise. The random and systematic errors are analyzed; an illustrative example and recommended practice for the results obtained are provided.
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